+45.0%
ICE vs MAS
+32.0%
+13.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.4% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | +7.6% | -5.6% | +13.2% | +9.0% |
| 3M | +13.9% | +4.4% | +9.5% | +11.8% |
| 6M | -2.4% | +7.2% | -9.6% | -5.3% |
| YTD | +0.3% | +16.1% | -15.8% | -5.6% |
| 1Y | -6.4% | +0.1% | -6.5% | -8.0% |
| 3Y | +43.1% | +28.3% | +14.8% | +26.0% |
| All | +45.0% | +32.0% | +13.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling